Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 18

Estimated MSE with 𝑛=50, 𝑝=8, and 𝛾=0.85.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0729	0.0678	0.0649	0.0660	0.0719	0.0728	0.0728
𝜎^2=1	0.2915	0.2244	0.2010	0.2576	0.2894	0.2912	0.2911
𝜎^2=2	1.1658	0.5382	0.4642	1.0243	1.1617	1.1622	1.1605
𝜎^2=5	7.2865	0.8989	0.8291	6.3908	7.2761	7.1469	7.0805
𝜎^2=10	29.1462	0.9794	0.9500	25.5570	29.1253	27.0208	26.0808